![Final Report](https://writelatex.s3.amazonaws.com/published_ver/1165.jpeg?X-Amz-Expires=14400&X-Amz-Date=20240727T120056Z&X-Amz-Algorithm=AWS4-HMAC-SHA256&X-Amz-Credential=AKIAWJBOALPNFPV7PVH5/20240727/us-east-1/s3/aws4_request&X-Amz-SignedHeaders=host&X-Amz-Signature=9a18be7912823b2e59f5eb5b8425d4d3958030262454599bed7f2f68147a0ff8)
Final Report
Author
Guiseppe
Last Updated
10년 전
License
Creative Commons CC BY 4.0
Abstract
Supplied with high frequency stock-trading data, we developed statistical models to predict the market 1 second and 60 seconds in the future. Our models beat the benchmark RMSE score, but placed 2nd in the competition.
![Final Report](https://writelatex.s3.amazonaws.com/published_ver/1165.jpeg?X-Amz-Expires=14400&X-Amz-Date=20240727T120056Z&X-Amz-Algorithm=AWS4-HMAC-SHA256&X-Amz-Credential=AKIAWJBOALPNFPV7PVH5/20240727/us-east-1/s3/aws4_request&X-Amz-SignedHeaders=host&X-Amz-Signature=9a18be7912823b2e59f5eb5b8425d4d3958030262454599bed7f2f68147a0ff8)